相关论文: A continuous time multi-echelon inventory model fo…

A mass-conservative high-order unfitted finite element method for convection-diffusion equations in evolving domains is proposed. The space-time method presented in [P. Hansbo, M. G. Larson, S. Zahedi, Comput. Methods Appl. Mech. Engrg. 307…

This paper presents a method for forecasting limit order book durations using a self-exciting flexible residual point process. High-frequency events in modern exchanges exhibit heavy-tailed interarrival times, posing a significant challenge…

In this paper, we first propose a new extended mixture model of residual lifetime distributions. We show that this model is suitable in modeling residual lifetime in some practical situations. Several closure properties of some well-known…

Kinetic equations model distributions of particles in position-velocity phase space. Often, one is interested in studying the long-time behavior of particles in high-collisional regimes in which an approximate (advection)-diffusion model…

The paper deals with disorders detection in the multivariate stochastic process. We consider the multidimensional Poisson process or the multivariate renewal process. This class of processes can be used as a description of the distributed…

This paper develops a flexible and computationally efficient multivariate volatility model, which allows for dynamic conditional correlations and volatility spillover effects among financial assets. The new model has desirable properties…

In this paper, we propose a model to schedule the next 24 hours of operations in a bulk cargo port to unload bulk cargo trains onto stockpiles. It is a problem that includes multiple parts such as splitting long trains into shorter ones and…

Multi-echelon inventory optimization (MEIO) plays a key role in a supply chain seeking to achieve specified customer service levels with a minimum capital in inventory. In this work, we propose a generalized MEIO model based on the…

We present two related anytime algorithms for control of nonlinear systems when the processing resources available are time-varying. The basic idea is to calculate tentative control input sequences for as many time steps into the future as…

An optimization model has been formulated and solved to determine on-condition failure thresholds and inspection intervals for multi-component systems with each component experiencing multiple failure processes due to simultaneous exposure…

Inventory management, vehicle routing, and delivery scheduling decisions are simultaneously considered in the context of the inventory routing problem. This paper focuses on the continuous-time version of this problem where, unlike its more…

We consider the problem of detecting jumps in an otherwise smoothly evolving trend whilst the covariance and higher-order structures of the system can experience both smooth and abrupt changes over time. The number of jump points is allowed…

The multiscale approach to N-body systems is generalized to address the broad continuum of long time and length scales associated with collective behaviors. A technique is developed based on the concept of an uncountable set of time…

We consider trading indivisible and easily transferable \emph{durable goods}, which are goods that an agent can receive, use, and trade again for a different good. This is often the case with books that can be read and later exchanged for…

Multivariate time series forecasting with hierarchical structure is pervasive in real-world applications, demanding not only predicting each level of the hierarchy, but also reconciling all forecasts to ensure coherency, i.e., the forecasts…

1. Temporal trends in species distributions are necessary for monitoring changes in biodiversity, which aids policymakers and conservationists in making informed decisions. Dynamic species distribution models are often fitted to ecological…

This paper develops a Bayesian procedure for estimation and forecasting of the volatility of multivariate time series. The foundation of this work is the matrix-variate dynamic linear model, for the volatility of which we adopt a…

While consolidation strategies form the backbone of many supply chain optimisation problems, exploitation of multi-tier material relationships through consolidation remains an understudied area, despite being a prominent feature of…

Scheduling the maintenance based on the condition, respectively the degradation level of the system leads to improved system's reliability while minimizing the maintenance cost. Since the degradation level changes dynamically during the…

We study the classical single-item inventory system in which unsatisfied demands are backlogged. Replenishment lead times are random, independent identically distributed, causing orders to cross in time. We develop a new inventory policy to…